USD 56.720.210.37%

Realty Income has performance score of 12 on a scale of 0 to 100. The organization holds Beta of 0.0 which implies the returns on MARKET and Realty Income are completely uncorrelated. Although it is extremely important to respect Realty Income current trending patterns, it is better to be realistic regarding the information on equity existing price patterns. The philosophy towards forecasting future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Realty Incometechnical indicators you can presently evaluate if the expected return of 0.1507% will be sustainable into the future. Realty Income right now holds a risk of 0.8184%. Please check Realty Income Standard Deviation as well as the relationship between Value At Risk and Skewness to decide if Realty Income will be following its historical price patterns.

Realty Income Relative Risk vs. Return Landscape

If you would invest 5,491 in Realty Income Corporation on July 15, 2018 and sell it today you would earn a total of 181.00 from holding Realty Income Corporation or generate 3.3% return on investment over 30 days. Realty Income Corporation is generating 0.1507% of daily returns and assumes 0.8184% volatility on return distribution over the 30 days horizon. Put is differently, 7% of equities are less volatile than the company and over 98% of traded equities are expected to make higher returns on investment over the next 30 days.

Daily Expected Return (%)

Risk (%)

Realty Income Market Risk Analysis

Sharpe Ratio = 0.1842

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Realty Income Relative Performance Indicators

Estimated Market Risk

0.82

actual daily

93 %

of total potential

Expected Return

0.15

actual daily

2 %

of total potential

Risk-Adjusted Return

0.18

actual daily

12 %

of total potential

Based on monthly moving average Realty Income is performing at about 12% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Realty Income by adding it to a well-diversified portfolio.

Performance Rating

Realty Income Corporation Risk Adjusted Performance Analysis

12

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Realty Income Corporation are ranked lower than 12 (%) of all global equities and portfolios over the last 30 days.